-37.1%
APP vs RGEN
+23.9%
-61.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +4.0% |
| 7D | +79.2% | +3.5% | +75.7% | +76.6% |
| 30D | +48.0% | +2.9% | +45.1% | +46.6% |
| 3M | +18.2% | +9.2% | +9.0% | +14.2% |
| 6M | -12.5% | +44.9% | -57.4% | -25.5% |
| YTD | -39.2% | +9.2% | -48.4% | -39.2% |
| All | -37.1% | +23.9% | -61.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling